Geneva Trading
Overview
Geneva Trading USA, LLC seeks a Sr. Quantitative Risk Analyst at its facility located at 190 S LaSalle Street, Suite 1800, Chicago, IL 60603. Responsibilities
Design new risk controls for power trading and develop quantitative and machine learning models to evaluate risks and identify opportunities. Monitor risk on a real-time basis, communicating important risk-related information to traders and management. Use sound judgment to challenge assumptions and enforce risk limits. Build and maintain dashboards using Python and R to monitor and analyze firm-wide exposures. Manage energy trading risk, develop new risk models, and optimize data processes for efficient risk modeling. Research and onboard new products and strategies traded by teams. Conduct academic research to analyze and optimize risk tools (e.g., VaR, stress tests, and options profiles). Develop and mentor junior members of the risk team. Requirements
Master’s degree, or foreign equivalent in Finance, Economics, Statistics, Mathematics, or a related field, plus 3 years of experience as a Quantitative Risk Analyst or related occupation in the trading industry. Experience with futures and derivatives trading (Fixed Income, FX, Equities, Commodities, etc.) and their Greeks for market hedging. Proficiency with historical simulation, VaR, scenario analysis/stress testing, Greeks, and option profiles to evaluate and represent market risk. Ability to implement statistical methods and use optimization libraries and statistical packages including R. Develop and cross-validate R and Python projects to support research and analysis across projects. Working with kdb/Q to examine market bid, ask, and volume. Manage code check-ins and pull requests to improve the programming code-base. Utilize statistical methods including reading and replicating vendor white papers for research and projects. Employ optimization libraries and statistical packages from R and Python. Fetch data from multiple databases including SQL and Bloomberg for analysis and research purposes. Compensation & Benefits
Rate of pay: $114,171 per year. Benefits: Medical; HSA; Dental; Short and Long-Term Disability; Basic and Voluntary Life and AD&D; Employee Assistance Program; FSA; Commuter Benefits; Retirement Savings. Equal Opportunity
We are an equal opportunity employer and value diversity at our company. We do not discriminate on the basis of race, religion, color, national origin, gender, sexual orientation, age, marital status, veteran status, or disability status. Additional Details
Seniority level: Mid-Senior level Employment type: Full-time Job function: Finance and Sales
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Geneva Trading USA, LLC seeks a Sr. Quantitative Risk Analyst at its facility located at 190 S LaSalle Street, Suite 1800, Chicago, IL 60603. Responsibilities
Design new risk controls for power trading and develop quantitative and machine learning models to evaluate risks and identify opportunities. Monitor risk on a real-time basis, communicating important risk-related information to traders and management. Use sound judgment to challenge assumptions and enforce risk limits. Build and maintain dashboards using Python and R to monitor and analyze firm-wide exposures. Manage energy trading risk, develop new risk models, and optimize data processes for efficient risk modeling. Research and onboard new products and strategies traded by teams. Conduct academic research to analyze and optimize risk tools (e.g., VaR, stress tests, and options profiles). Develop and mentor junior members of the risk team. Requirements
Master’s degree, or foreign equivalent in Finance, Economics, Statistics, Mathematics, or a related field, plus 3 years of experience as a Quantitative Risk Analyst or related occupation in the trading industry. Experience with futures and derivatives trading (Fixed Income, FX, Equities, Commodities, etc.) and their Greeks for market hedging. Proficiency with historical simulation, VaR, scenario analysis/stress testing, Greeks, and option profiles to evaluate and represent market risk. Ability to implement statistical methods and use optimization libraries and statistical packages including R. Develop and cross-validate R and Python projects to support research and analysis across projects. Working with kdb/Q to examine market bid, ask, and volume. Manage code check-ins and pull requests to improve the programming code-base. Utilize statistical methods including reading and replicating vendor white papers for research and projects. Employ optimization libraries and statistical packages from R and Python. Fetch data from multiple databases including SQL and Bloomberg for analysis and research purposes. Compensation & Benefits
Rate of pay: $114,171 per year. Benefits: Medical; HSA; Dental; Short and Long-Term Disability; Basic and Voluntary Life and AD&D; Employee Assistance Program; FSA; Commuter Benefits; Retirement Savings. Equal Opportunity
We are an equal opportunity employer and value diversity at our company. We do not discriminate on the basis of race, religion, color, national origin, gender, sexual orientation, age, marital status, veteran status, or disability status. Additional Details
Seniority level: Mid-Senior level Employment type: Full-time Job function: Finance and Sales
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